Solving the fixed rank convex quadratic maximization in binary variables by a parallel zonotope construction algorithm

Solving the fixed rank convex quadratic maximization in binary variables by a parallel zonotope construction algorithm

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Article ID: iaor20062317
Country: Netherlands
Volume: 166
Issue: 1
Start Page Number: 35
End Page Number: 50
Publication Date: Oct 2005
Journal: European Journal of Operational Research
Authors: , ,
Keywords: combinatorial analysis, optimization
Abstract:

We address the weighted max-cut problem, or equivalently the problem of maximizing a quadratic form in n binary variables. If the underlying (symmetric) matrix is positive semidefinite of fixed rank d, then the problem can be reduced to searching the extreme points of a zonotope, thus becoming of polynomial complexity in O(nd−1). Reverse search is an efficient and practical means for enumerating the cells of a regular hyperplane arrangement, or equivalently, the extreme points of a zonotope. We present an enhanced version of reverse search of significantly reduced computational complexity that uses ray shooting and is well suited for parallel computation. Furthermore, a neighborhood zonotope edge following descent heuristic can be devised. We report preliminary computational experiments of a parallel implementation of our algorithms.

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